David Puelz  

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I am a postdoctoral researcher at the University of Chicago. My research develops statistical methods for economics and finance problems, and I work with Panos Toulis. I received my PhD from the University of Texas under the supervision of Carlos Carvalho.

My identical twin is a postdoc in applied math at the University of North Carolina. His website can be found here.

Published Papers

  1. P. Richard Hahn, Carlos M. Carvalho, David Puelz, Jingyu He (2018). Regularization and Confounding in Linear Regression for Treatment Effect Estimation. Bayesian Analysis.
  2. David Puelz, P. Richard Hahn, Carlos M. Carvalho (2017). Variable Selection in Seemingly Unrelated Regressions with Random Predictors. Bayesian Analysis.
  3. David Puelz. Regularization in Econometrics and Finance. Dissertation.

Working Papers

  1. Jared Fisher, Carlos Carvalho, David Puelz (2018). Monotonic Effects of Characteristics on Returns.
  2. David Puelz, P. Richard Hahn, Carlos M. Carvalho (2017). Regret-based Selection for Sparse Dynamic Portfolios.
  3. David Puelz, Carlos M. Carvalho, P. Richard Hahn (2015). Optimal ETF Selection for Passive Investing.

Talks

  1. Regret-based Selection. Washington University in St. Louis. Seminar on Bayesian Inference in Econometrics and Statistics. St. Louis, MO (2017).
  2. Penalized Utility Estimators in Finance. The Wharton School, University of Pennsylvania. Seminar on Bayesian Inference in Econometrics and Statistics. Philadelphia, PA (2016).
  3. Decoupling Shrinkage and Selection in Finance. Goldman Sachs. New York, NY (2016).
  4. The ETF Tangency Portfolio. Washington University in St. Louis. Seminar on Bayesian Inference in Econometrics and Statistics. St. Louis, MO (2015).
  5. Betting Against β: A State-space Approach. UT McCombs. Austin, TX (2014).
  6. Dissertation Defense.

Teaching

  1. Machine Learning in Finance. Quantitative Investing Strategies. Spring 2016.
  2. Beauty and Teaching. Pedagogy. Spring 2016.
  3. Mean-variance Portfolios. Quantitative Investing Strategies. Spring 2016.
  4. Betting Against β and The CAPM. Quantitative Investing Strategies. Spring 2015.